OUSM | O’Shares FTSE Russell Small Cap Quality Dividend ETF
as of March 31, 2017
O’Shares FTSE Russell Small Cap Quality Dividend ETF (OUSM) is designed to
be a core investment holding, providing cost efficient access to a portfolio of
small cap high quality low volatility dividend paying companies in the United
States selected based on fundamental metrics including:
QUALITY
• LOW VOLATILITY
• DIVIDEND YIELD
OUSM is an exchange traded fund (ETF) that seeks investment performance that
correlates generally to price and yield before fees and expenses of the FTSE USA
Small Cap Qual/Vol/Yield Factor 3% Capped Index.
Why OUSM?
OUSM provides investors a simple way to own a portfolio that adheres to core
investment principles of:
INCOME: which means investing in companies that generate cashflow and pay
dividends;
DIVERSIFICATION: investing in 10 sectors in an attempt to protect your investment capital and limit volatility;
CAPITAL APPRECIATION: investing in quality companies with strong financial
performance that could appreciate in value over time in addition to paying dividends.
O’Shares Method Box
Small Cap Blend
Value
Blend
Growth
Large
Med
Small
The method box reveals a fund’s
investment strategy. For the equity
holdings in the fund’s portfolio,
the vertical axis shows the market
capitalization of the stocks owned and
the horizontal axis shows investment
style (value, blend or growth).
Quarterly Performance (as of 3/31/2017)
Fund Details
Ticker:
CUSIP: Intraday NAV:
Expense Ratio:
Inception Date:
Rebalance Frequency:
30 Day SEC Yield1
Number of Holdings:
Primary Listing:
OUSM
67110P100
OUSM.IV
0.48%
12/30/2016
Quarterly / Annually
3.35%
329
NYSE
Top 10 Holdings (as of 3/31/2017)
LDOS
HCSG
SIX
BRCD
TECH
OGE
OMI
PKG
RPM
SON
Leidos Holdings
Healthcare Services Group
Six Flags Entertainment
Brocade Communications
Bio-Techne
OGE Energy
Owens & Minor
Packaging Corp of America
RPM International
Sonoco Products
2.37%
2.00%
1.67%
1.57%
1.49%
1.41%
1.37%
1.32%
1.21%
1.09%
Sector Allocation (as of 3/31/2017)
Real Estate
19.22%
Consumer Discretionary
16.26%
Industrials
15.73%
1 MTH
3 MTH
6 MTH*
1 YR*
QTD
YTD
S/I
Financials
11.91%
NAV %
-0.52
1.83
NA
NA
1.83
1.83
1.67
Information Technology
10.70%
Market Value %
-0.60
1.75
NA
NA
1.75
1.75
1.67
Utilities
10.56%
Materials
8.04%
Health Care
3.25%
Consumer Staples
2.31%
Telecommunication Services
0.85%
Energy
0.78%
Cash
0.39%
*Fund launched on December 30, 2016, this information not yet available.
NAV: The dollar value of a single share, based on the value of the underlying assets of
the fund minus its liabilities, divided by the number of shares outstanding. Calculated
at the end of each business day.
Market Price returns are based upon the midpoint of the bid/ask spread at 4:00PM
Eastern time (when NAV is normally determined), and do not represent the returns
you would receive if you traded shares at other times.
Performance data quoted represents past performance and is no guarantee of future
results. Current performance may be lower or higher than the performance data quoted.
Investment return and principal value will fluctuate so that an investor’s shares, when
redeemed, may be worth more or less than original cost. Returns less than one year are not
annualized. For most recent month end performance, please visit oshares.com.
oshares.com | [email protected]
Index Description
As of March 31 2017, the index consisted of 329 equities, with weighted
average market cap of approximately $4.1 billion and diversified
across ten industries with largest allocations to Real Estate, Consumer
Discretionary and Industrials.
Index Methodology
FTSE USA Small Cap Qual/Vol/Yield Factor 3% Capped Index
(FUSSCQVY) is designed to reflect the performance of publiclylisted small-capitalization dividend paying issuers in the United
States exhibiting high quality, low volatility and high dividend yields.
Constituents are selected and weighted based on Quality, Volatility
and Yield characteristics. For full index methodology and information
please visit: ftse.com.
Index Details (as of 3/31/2017)
Index Ticker:
Index Inception Date:
Rebalance Frequency:
Index Dividend Yield:
Weighting:
AVG Market Cap:
Weighted AVG Market Cap:
FUSSCQVY
10/20/2016
Quarterly / Annually
3.24%
Factor Based
$2.9 Billion
$4.1 Billion
Index Strategies Developed for O’Shares
by FTSE Russell
ftserussell.com
oshares.com
[email protected]
About O’Shares Investments
O’Shares ETF Investments is a provider of exchange traded funds (ETFs) formed by ABC Shark
Tank investor and CNBC contributor Kevin O’Leary, Chairman and experienced portfolio manager
Connor O’Brien, CEO. O’Shares ETFs use the FTSE Russell Quality/Volatility/Yield rules-based
indexes for investing in large cap dividend paying equities. These indexes provide a rulesbased approach for investing in the U.S., Europe and Asia-Pacific regions, designed to meet the
objectives of the O’Leary Family Trust, which seeks more yield, less risk and strong long-term
investment performance.
These indexes also reflect the core investment principles used successfully in guiding the
investment strategy for the O’Leary Family Trust and O’Leary Funds investment management
firm. O’Shares ETFs are designed to provide investors with core long-term investments, that
provide income, limited volatility and attractive performance.
1. The 30-day SEC yield is calculated with a standardized formula mandated by the SEC. The formula is based on maximum offering price per share
and includes the effect of any fee waivers. Without waivers, yields would be reduced.
Disclosure: Before you invest in O’Shares Investments funds, please refer to the prospectus for important information about the investment objectives,
risks, charges and expenses. To obtain a prospectus containing this and other important information, please visit www.oshares.com to view or download
a prospectus online. Read the prospectus carefully before you invest. There are risks involved with investing including the possible loss of principal.
There are risks involved with investing, including possible loss of principal. Concentration in a particular industry or sector will subject the Funds
to loss due to adverse occurrences that may affect that industry or sector. The funds may use derivatives which may involve risks different from,
or greater than, those associated with more traditional investments. The funds’ emphasis on dividend-paying stocks involves the risk that such
stocks may fall out of favor with investors and underperform the market. Also, a company may reduce or eliminate its dividend after the Fund’s
purchase of such a company’s securities. The securities of small capitalization companies are often more volatile and less liquid than the stocks
of larger companies and may be more affected than other types of securities during market downturns. Compared to larger companies, small
capitalization companies may have a shorter history of operations, and may have limited product lines, markets or financial resources. See the
prospectus for specific risks regarding the Fund.
Past performance does not guarantee future results. Shares are bought and sold at market price (not NAV), are not individually redeemable,
and owners of the Shares may acquire those Shares from the Funds and tender those shares for redemption to the Funds in Creation Unit
aggregations only, consisting of 50,000 Shares. Brokerage commissions will reduce returns.
O’Shares Investments funds are distributed by Foreside Fund Services, LLC. Foreside Fund Services, LLC is not affiliated with O’Shares Investments,
or any of its affiliates.